Synthetic Long Discount Alert: BP PRUDHOE BAY $BPT trading at a 16.86% discount for the 20-Sep-2019 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for BP PRUDHOE BAY (BPT) for the 20-Sep-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BPT was recently trading at $26.38 and has an implied volatility of 6.27% for this period. Based on an analysis of the options available for BPT expiring on 20-Sep-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $17.56-$40.73 at expiration. In this scenario, the average linear return for the trade would be 95.42%.

Upside potential: This synthetic long position offers the same potential benefits and liabilities as a long stock position, but at a discount due to the significant premium at-the-money puts are trading at over calls. In this case, the long call position is opened at a strike of $25.00, which is already $1.38 in the money. An out-of-the-money put at the same strike is sold to finance the call, resulting in a net credit of $3.10 per share. The final position can be considered as having a discount of $4.48 per share over the underlying price of $26.38 for a 16.98% total.

Downside risk: This discount is generally a sign of the stock facing considerable short pressure, and may indicate that the stock has become hard to borrow. However, if you have a long view of the underlying over this period, it could be a good opportunity to benefit from the upside at a major discount.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:51:35 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 19.3% move in BLUCORA $BCOR

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Quantchabot has detected a promising Bull Call Spread trade opportunity for BLUCORA (BCOR) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BCOR was recently trading at $33.85 and has an implied volatility of 34.32% for this period. Based on an analysis of the options available for BCOR expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $33.92-$37.63 at expiration. In this scenario, the average linear return for the trade would be 37.34%.

Big 19.32% Change: After closing the last trading session at $28.37, BLUCORA opened today at $30.65 and has reached a high of $33.85.

Trade approach: A movement as big as 19.32% is a significantly bullish indicator, so this trade is designed to be profitable if BCOR maintains its current direction and does not revert back to pricing on the bearish side of $33.85 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if BLUCORA closes at or above $33.50 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 54.79% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:42:56 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in REVLON $REV

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Quantchabot has detected a promising Bear Put Spread trade opportunity for REVLON (REV) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

REV was recently trading at $18.37 and has an implied volatility of 67.34% for this period. Based on an analysis of the options available for REV expiring on 18-Apr-2019, there is a 33.78% likelihood that the underlying will close within the analyzed range of $15.02-$18.38 at expiration. In this scenario, the average linear return for the trade would be 53.15%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, REVLON was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in REV on StockTwits appears to be significantly negative, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bearish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bearish strategy, the trade would be profitable if REVLON closed at or below $18.45 on 18-Apr-2019. Based on our analysis, there is a 50.44% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:42:41 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in PETROLEO BRASILEIRO SA $PBR

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Quantchabot has detected a promising Bull Put Spread trade opportunity for PETROLEO BRASILEIRO SA (PBR) for the 26-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PBR was recently trading at $17.12 and has an implied volatility of 31.04% for this period. Based on an analysis of the options available for PBR expiring on 26-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $17.17-$18.99 at expiration. In this scenario, the average linear return for the trade would be 60.23%.

52 week high: PETROLEO BRASILEIRO SA recently reached a new 52-week high at $17.24. PBR had traded in the range $9.02-$17.20 over the past year.

Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if PBR maintains its current direction and does not revert back to pricing on the bearish side of $17.12 on 26-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if PETROLEO BRASILEIRO SA closes at or above $17.10 on 26-Apr-2019. Based on our risk-neutral analysis, there is a 51.50% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:42:41 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 8.2% move in TRONOX $TROX

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Quantchabot has detected a promising Bull Call Spread trade opportunity for TRONOX (TROX) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TROX was recently trading at $13.07 and has an implied volatility of 54.76% for this period. Based on an analysis of the options available for TROX expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $13.09-$15.22 at expiration. In this scenario, the average linear return for the trade would be 25.00%.

Big 8.24% Change: After closing the last trading session at $12.07, TRONOX opened today at $13.29 and has reached a high of $13.98.

Trade approach: A movement as big as 8.24% is a significantly bullish indicator, so this trade is designed to be profitable if TROX maintains its current direction and does not revert back to pricing on the bearish side of $13.07 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if TRONOX closes at or above $12.80 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 55.97% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:42:18 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in THE MICHAELS COMPANIES INC. C $MIK

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Quantchabot has detected a promising Bear Call Spread trade opportunity for THE MICHAELS COMPANIES INC. C (MIK) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MIK was recently trading at $12.96 and has an implied volatility of 44.22% for this period. Based on an analysis of the options available for MIK expiring on 18-Apr-2019, there is a 33.35% likelihood that the underlying will close within the analyzed range of $11.45-$12.96 at expiration. In this scenario, the average linear return for the trade would be 42.44%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, THE MICHAELS COMPANIES INC. C was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in MIK on StockTwits appears to be significantly negative, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bearish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bearish strategy, the trade would be profitable if THE MICHAELS COMPANIES INC. C closed at or below $13.30 on 18-Apr-2019. Based on our analysis, there is a 57.51% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:41:51 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 7.5% move in SYNEOS HEALTH INC. CLASS A COMMON STOCK $SYNH

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Quantchabot has detected a promising Bull Call Spread trade opportunity for SYNEOS HEALTH INC. CLASS A COMMON STOCK (SYNH) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SYNH was recently trading at $50.99 and has an implied volatility of 35.08% for this period. Based on an analysis of the options available for SYNH expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $51.10-$56.83 at expiration. In this scenario, the average linear return for the trade would be 46.98%.

Big 7.53% Change: After closing the last trading session at $47.42, SYNEOS HEALTH INC. CLASS A COMMON STOCK opened today at $51.82 and has reached a high of $53.26.

Trade approach: A movement as big as 7.53% is a significantly bullish indicator, so this trade is designed to be profitable if SYNH maintains its current direction and does not revert back to pricing on the bearish side of $50.99 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if SYNEOS HEALTH INC. CLASS A COMMON STOCK closes at or above $50.75 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 52.55% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:41:48 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in THERMO FISHER SCIENTIFIC $TMO

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Quantchabot has detected a promising Bull Put Spread trade opportunity for THERMO FISHER SCIENTIFIC (TMO) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TMO was recently trading at $265.79 and has an implied volatility of 15.52% for this period. Based on an analysis of the options available for TMO expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $266.35-$280.33 at expiration. In this scenario, the average linear return for the trade would be 29.91%.

52 week high: THERMO FISHER SCIENTIFIC recently reached a new 52-week high at $266.60. TMO had traded in the range $199.85-$266.18 over the past year.

Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if TMO maintains its current direction and does not revert back to pricing on the bearish side of $265.79 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if THERMO FISHER SCIENTIFIC closes at or above $264.95 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 54.09% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:41:48 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in DSW $DSW

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Quantchabot has detected a promising Bear Call Spread trade opportunity for DSW (DSW) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

DSW was recently trading at $21.82 and has an implied volatility of 36.32% for this period. Based on an analysis of the options available for DSW expiring on 18-Apr-2019, there is a 33.26% likelihood that the underlying will close within the analyzed range of $19.43-$21.81 at expiration. In this scenario, the average linear return for the trade would be 16.28%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, DSW was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in DSW on StockTwits appears to be significantly negative, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bearish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bearish strategy, the trade would be profitable if DSW closed at or below $22.85 on 18-Apr-2019. Based on our analysis, there is a 64.64% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:41:19 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in ASTRAZENECA $AZN

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Quantchabot has detected a promising Bull Put Spread trade opportunity for ASTRAZENECA (AZN) for the 26-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AZN was recently trading at $42.99 and has an implied volatility of 20.49% for this period. Based on an analysis of the options available for AZN expiring on 26-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $43.10-$46.27 at expiration. In this scenario, the average linear return for the trade would be 42.28%.

52 week high: ASTRAZENECA recently reached a new 52-week high at $43.00. AZN had traded in the range $34.11-$42.61 over the past year.

Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if AZN maintains its current direction and does not revert back to pricing on the bearish side of $42.99 on 26-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if ASTRAZENECA closes at or above $43.00 on 26-Apr-2019. Based on our risk-neutral analysis, there is a 51.36% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 3/19/2019 10:41:29 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.